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(Security market line) You are considering the construction of a portfolo comprised of equal investments in each of four different stocks. The tetas for each

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(Security market line) You are considering the construction of a portfolo comprised of equal investments in each of four different stocks. The tetas for each stock the found below Asset Beta 2.40 1 05 0.55 D - 150 (Click on the son order to copy its contents to a spreadsheet) a. What the portfolio bota for your proposed investment portfolio? b. How would a 25 percent increase in the expected return on the market impact the expected return of your portio? c. How would a 25 percent decrease in the expected return on the market impact the expected return on each asset? d. If you are interested in decreasing the beta of your portfolio by changing your portfolio allocation in two stocks, which stock would you decrease and which would you increase? Why

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